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moregristlast Saturday at 6:25 PM1 replyview on HN

> Sorry, nobody does stochastic simulations where the number of uniform random numbers obtained per second is any sort of bottleneck. If you've spent considerable time on stochastic simulation, you already know this.

Actually, I spent a considerable amount of time in my doctorate and postdoc doing this.

Any kind of MCMC sampling of a simple model tends to be bound by the rate you can draw variates.

Examples of this include: Gillespie simulations of chemical kinetics, Ising and Potts lattice models (including their roughly bazillion variations), and anything resembling bootstrap or permutation sampling.

Just because your problems aren’t bound by the rate of drawing uniform variates doesn’t mean that these problems don’t exist. It just means that you have a narrow view.


Replies

bhickeytoday at 11:39 AM

I asked Vikash Mansinghka about this 15 years ago. He was using Xorshift as an RNG for a probabilistic inference on an FPGA. Why? It used few gates and was high (enough) quality.

Almost everyone should use a csprng, but iykyk.